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Schwab Small Cap Index (SWSSX)

On Dec 3: 15.92   0.18 (1.12%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 16.75% Worst 1 Yr Total Return (2008): -35.00% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SWSSX Category Alpha (against Standard Index) 4.08 1.01 Beta (against Standard Index) 1.27 1.19 Mean Annual Return -6.52 -0.48 R-squared (against Standard Index) 90 87.23 Standard Deviation 26.09 24.84 Sharpe Ratio -0.22 N/A Treynor Ratio -7.04 N/A 5 Years Statistic SWSSX Category Alpha (against Standard Index) 2.90 1.42 Beta (against Standard Index) 1.30 1.21 Mean Annual Return 1.66 0.23 R-squared (against Standard Index) 87 84.16 Standard Deviation 22.13 21.07 Sharpe Ratio 0.05 N/A Treynor Ratio -1.05 N/A 10 Years Statistic SWSSX Category Alpha (against Standard Index) 6.42 7.80 Beta (against Standard Index) 1.12 1.01 Mean Annual Return 4.19 0.68 R-squared (against Standard Index) 69 64.84 Standard Deviation 21.67 20.31 Sharpe Ratio 0.16 N/A Treynor Ratio 1.08 N/A
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